Sparse plus low-rank identification for dynamical latent-variable graphical AR models
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Publication:6537356
DOI10.1016/j.automatica.2023.111405zbMath1539.93038MaRDI QIDQ6537356
Publication date: 14 May 2024
Published in: Automatica (Search for Journal in Brave)
Schur complementlatent variablesgraphical autoregressive modelssparse plus low-rank optimization model
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